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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Moduleqrwid.wasp
Title produced by softwareQuasi Random-Walk Identification
Date of computationTue, 30 Nov 2010 13:44:04 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/30/t1291124545xyeie0762kyxs11.htm/, Retrieved Mon, 29 Apr 2024 09:41:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103428, Retrieved Mon, 29 Apr 2024 09:41:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact108

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Quasi Random-Walk Identification] [] [2010-11-30 13:40:02] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D    [Quasi Random-Walk Identification] [] [2010-11-30 13:44:04] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    D      [Quasi Random-Walk Identification] [] [2010-11-30 13:45:23] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D        [Quasi Random-Walk Identification] [] [2010-11-30 13:46:48] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D          [Quasi Random-Walk Identification] [] [2010-11-30 13:48:23] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D            [Quasi Random-Walk Identification] [] [2010-11-30 13:50:42] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D              [Quasi Random-Walk Identification] [] [2010-11-30 13:52:44] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D          [Quasi Random-Walk Identification] [] [2010-11-30 14:01:52] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D            [Quasi Random-Walk Identification] [] [2010-11-30 14:03:28] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D              [Quasi Random-Walk Identification] [] [2010-11-30 14:04:50] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:12:36] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:14:25] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:15:42] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                  [Quasi Random-Walk Identification] [] [2010-11-30 14:20:21] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                    [Quasi Random-Walk Identification] [] [2010-11-30 14:21:56] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                    [Quasi Random-Walk Identification] [] [2010-11-30 14:24:48] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                      [Quasi Random-Walk Identification] [] [2010-11-30 14:25:59] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                        [Quasi Random-Walk Identification] [] [2010-11-30 14:32:25] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                          [Quasi Random-Walk Identification] [] [2010-11-30 14:34:35] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                            [Quasi Random-Walk Identification] [] [2010-11-30 14:35:35] [7d64bf19f34ddcdf2626356c9d5bd60d]
- RM D                [Bias-Reduced Logistic Regression] [] [2010-11-30 14:56:19] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                  [Bias-Reduced Logistic Regression] [] [2010-11-30 20:56:05] [7d64bf19f34ddcdf2626356c9d5bd60d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1800
1763.979039
1779.029667
1768.150109
1736.917165
1735.078506
1774.522051
1806.476453
1807.566701
1811.798488
1789.081694
1824.360939
1838.732218
1875.970161
1846.709707
1856.698981
1818.268535
1849.762779
1811.633449
1840.395442
1848.829836
1819.92462
1798.703752
1805.464003
1814.79537
1795.059123
1822.280129
1816.689361
1806.654936
1835.477755
1801.29287
1768.438887
1766.380152
1804.449381
1779.254435
1796.597975
1824.404056
1804.838735
1830.72049
1792.344131
1795.027693
1767.196886
1737.747086
1728.167671
1745.64092
1767.326352
1796.855977
1824.208596
1831.189492
1847.474627
1880.695153
1916.379925
1913.439863
1935.996018
1956.898014
1972.302522
1996.883405
1982.645128
2005.431203
2044.385688
2073.281757
2038.487711
2023.066059
2023.929551
2041.191356
2066.279153
2070.437319
2044.697991
2075.662881
2038.755132
2064.654912
2043.304597
2058.76352
2057.757362
2033.185156
2006.453846
1975.15876
2003.032558
2008.506146
2021.518254
1990.338601
1951.86847
1913.620084
1893.130829
1885.057133
1890.204135
1895.8135
1882.287523
1860.582748
1834.887562
1819.378252
1839.344513
1864.900347
1825.655482
1858.740891
1847.444359
1881.116269
1869.84409
1902.688207
1921.663573
1895.638414
1919.457262
1941.274812
1908.338004
1892.852501
1906.630183
1874.150281
1865.939811
1887.826165
1890.606811
1856.245468
1850.397593
1875.319571
1850.97691
1838.609005
1830.316392
1845.471199
1817.734166
1829.239166
1796.755484

Tables (Output of Computation)





Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)-1.356712
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-3.082758
TEST 1 Prob. (small sample)0.002000
Quasi Random-Walk probability0.956788
Kurtosis (large sample)-1.350374
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-3.006921
TEST 1 Prob. (large sample)0.002600
Quasi Random-Walk probability0.954762

\begin{tabular}{lllllllll}
\hline

Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model \tabularnewline
Statistics of (1-B)lnY(t)Value \tabularnewline Kurtosis (small sample)-1.356712 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-3.082758 \tabularnewline TEST 1 Prob. (small sample)0.002000 \tabularnewline Quasi Random-Walk probability0.956788 \tabularnewline \tabularnewline Kurtosis (large sample)-1.350374 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-3.006921 \tabularnewline TEST 1 Prob. (large sample)0.002600 \tabularnewline Quasi Random-Walk probability0.954762 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103428&T=0

[TABLE]

[ROW][C]Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model[/C][/ROW]

[ROW]
Statistics of (1-B)lnY(t)[/C]Value[/C][/ROW] [ROW][C]Kurtosis (small sample)[/C]-1.356712[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-3.082758[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.002000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.956788[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-1.350374[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-3.006921[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.002600[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.954762[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103428&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103428&T=0

As an alternative you can also use a QR Code:  
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The GUIDs for individual cells are displayed in the table below:

Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)-1.356712
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-3.082758
TEST 1 Prob. (small sample)0.002000
Quasi Random-Walk probability0.956788
Kurtosis (large sample)-1.350374
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-3.006921
TEST 1 Prob. (large sample)0.002600
Quasi Random-Walk probability0.954762


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
Parameters (R input):
R code (references can be found in the software module):